Anic Equity¶

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Total return since start: 0.692 %¶

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Equity now: -----------------------------> 51690.53 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48491.47 Kr¶

PnL: ---------------------------------------> -596.1 Kr¶

DD now: ---------------------------------> -0.489 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 13:14:34.896211'

Anic Portfolio¶

Today¶

Return: 0.1 %¶

This Week¶

Return: 8.76 %¶

Total¶

Return: 69.222 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HMS Networks 2 3.030000 802.000000 129.000000 19.170000 673.000000
FM Mattsson Mora Group B 54 -3.790000 3294.000000 114.000000 3.580000 3180.000006
Nordea Bank Abp 29 0.920000 3564.100000 110.100000 3.190000 3453.999992
HEBA B 70 1.960000 2726.500000 90.500000 3.430000 2636.000010
SAAB B 8 1.400000 3464.800000 87.800000 2.600000 3377.000000
Swedbank A 3 2.500000 616.200000 52.200000 9.260000 564.000000
Fasadgruppen Group 38 0.550000 4187.600000 46.600000 1.130000 4140.999992
Resurs Holding 22 0.970000 617.320000 43.320000 7.550000 573.999998
MedCap 2 0.220000 464.000000 43.000000 10.210000 421.000000
AcadeMedia 12 0.610000 594.960000 37.960000 6.820000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.210000 388.300000 33.300000 9.380000 355.000000
Intrum 4 2.110000 550.800000 23.800000 4.520000 527.000000
Norva24 Group 16 -1.670000 566.400000 23.400000 4.310000 543.000000
OEM International B 7 1.290000 549.500000 21.500000 4.070000 527.999997
Securitas B 6 2.480000 586.200000 16.200000 2.840000 570.000000
Eastnine 4 1.120000 506.400000 15.400000 3.140000 491.000000
Coor Service Management Hold. 8 0.970000 539.200000 7.200000 1.350000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.920000 567.000000 5.000000 0.890000 562.000005
Samhällsbyggnadsbo. i Norden D 12 0.780000 249.120000 3.120000 1.270000 246.000000
Karnov Group 9 -0.500000 537.300000 1.300000 0.240000 536.000004
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 0.230000 545.500000 -0.500000 -0.090000 546.000000
Corem Property Group B 59 1.940000 574.660000 -2.340000 -0.410000 576.999999
Midsona B 63 0.770000 579.600000 -3.400000 -0.580000 582.999984
Sampo Oyj SDB 7 0.640000 3846.500000 -3.500000 -0.090000 3850.000000
Boozt 12 1.100000 1648.800000 -5.200000 -0.310000 1653.999996
CTEK 13 1.690000 508.300000 -25.700000 -4.810000 533.999999
International Petroleum Corp. 5 0.530000 565.500000 -29.070000 -4.890000 594.565215
Essity B 2 -1.500000 537.200000 -36.800000 -6.410000 574.000000
Vivesto 1368 -1.900000 550.210000 -62.790000 -10.240000 612.999432
Essity A 4 -1.280000 1078.000000 -71.000000 -6.180000 1149.000000
Beijer Electronics Group 27 -1.260000 2964.600000 -119.400000 -3.870000 3083.999994
OX2 22 4.540000 1850.200000 -138.800000 -6.980000 1989.000002
Axfood 15 -3.270000 3901.500000 -398.500000 -9.270000 4300.000005
Ovzon 64 -0.190000 3392.000000 -604.000000 -15.120000 3996.000000
TOTAL 48491.470000 -596.100000 -0.4887% 49087.564636

Updated:¶

'2023-02-01 13:14:47.950659'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶